+21,908.6%
LLY vs NI
+5,620.3%
+16,288.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +1.6% | +1.5% | +0.1% | +1.2% |
| 30D | +21.5% | +11.9% | +9.6% | +17.1% |
| 3M | +16.4% | +9.1% | +7.3% | +13.0% |
| 6M | +51.5% | -1.8% | +53.2% | +52.0% |
| YTD | +33.9% | +11.4% | +22.6% | +28.8% |
| 1Y | +49.1% | +6.4% | +42.7% | +45.5% |
| 3Y | +144.6% | +98.2% | +46.4% | +91.9% |
| 5Y | +466.3% | +110.1% | +356.3% | +331.4% |
| 10Y | +2,024.1% | +189.0% | +1,835.2% | +1,312.9% |
| All | +21,908.6% | +5,620.3% | +16,288.3% | +5,533.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling